+155.8%
GRMN vs GAP
+70.6%
+85.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.9% | -1.9% | +1.0% | -0.6% |
| 30D | +1.2% | -7.1% | +8.2% | +2.4% |
| 3M | -8.9% | +4.1% | -13.0% | -9.8% |
| 6M | +23.0% | +1.9% | +21.1% | +21.7% |
| YTD | +41.2% | -15.2% | +56.4% | +43.4% |
| 1Y | +47.5% | -10.6% | +58.1% | +48.3% |
| 3Y | +155.8% | +74.6% | +81.2% | +147.3% |
| All | +155.8% | +70.6% | +85.2% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling